I dont believe the USA gets them standard.
many other countries get them standard.

They are available from any dealer
Make sure you tell them its for the F30 as the F30 uses M14 size bolts and not the old BMW standard M12 bolts.

Now I know the F30 is a new car, so I keep getting conflicting confirmation on what specific wheel locks fit. I'm pretty sure it is the M14 1.25. Are there any other numbers or specs I need to know? I'd like to get the McGard Ultra ones with the spinning top in black. Anyone found them for less than $60?

My 335i didn't come with wheel locks from the dealer. My stock lug bolts are black, not chrome. The McGaurd 27226 bolt locks have been confirmed to fit but they are chrome. If you want the black version you need McGaurd 27326.

most dealers will install them and add the $$$$ to the price of the car. they SUCK when they round out and you have to use a hammer chisel to split them in half. Had two of them do it to me luckily I was at home swapping out track wheels when they stripped. No more locks for me. Someone can steel my wheels. That’s what I have insurance for. oh and a garage to keep the car in.

does the wheel locks have a "key" that you keep in the car, so that if someone wants to rob your wheels they know its gotta be in the car and they get key and take wheels; in conjunction with the locks stripping and 'going bad" and struggling with it each time when required; whats the sense of having locks in the first place? you have alarm and insurance and navigation BMW location services that work with law enforcement, for if they tow car, dash cams to take movies of the thief lol, and they can get the wheel key you hide in your car how is wheel locks much of a deterrent? its like the Club they used to use in the 1980's you saw or cut the steering wheel and the Club slips right off. lol